Merge pull request #986 from ricequant/develop

Develop

Author: Cuizi7

README.rst

@@ -102,16 +102,6 @@ Mod名                       说明
 如果您基于 RQAlpha 进行了 Mod 扩展，欢迎告知我们，在审核通过后，会在 Mod 列表中添加您的 Mod 信息和链接。
 
 
-关于 4.x 版本数据 bundle 变更的说明
-==========================================
-
-RQAlpha 于近期更新了 4.0.0 版本，4.0.0 添加了大量功能改进和体验改善。
-
-其中一点需要您额外注意：我们在 4.0.0 版本中重构了数据 bundle 的格式，原 3.x 版本的 bundle 已停止更新，您需要更新 RQAlpha 至 4.x 以使用优化过的 bundle。
-另外，为了平衡您的使用体验与我们的维护成本，4.x 版本提供下载的 bundle 改为月度更新，但您仍可以使用 `RQData`_ 在本地 **随时** 使用最新数据更新 bundle，
-具体操作可查看 `RQAlpha 获取回测数据文档 <https://rqalpha.readthedocs.io/zh_CN/latest/intro/install.html#intro-install-get-data>`_ 。
-
-
 RQData数据本地化服务
 ====================
 

babel.cfg

@@ -8,4 +8,6 @@
 
 # Extraction from Python source files
 [python: **.py]
-encoding = utf-8
+encoding = utf-8
+# Extract strings from: _(), gettext(), lazy_gettext()
+keywords = _:1 gettext:1 lazy_gettext:1

messages.pot

@@ -473,6 +473,42 @@ msgstr ""
 msgid "price of {} is needed, which is not provided in the algo_or_prices"
 msgstr ""
 
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:273
+msgid "Order creation failed: quantity less than half of minimum order quantity"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:275
+msgid "Order creation failed: cannot buy due to suspension"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:277
+msgid "Order creation failed: cannot sell due to suspension"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:279
+msgid "Order creation failed: no market data available"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:282
+msgid "Order creation failed: cannot buy due to limit up"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:283
+msgid "Order creation failed: cannot sell due to limit down"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:286
+msgid "Order creation failed: cannot buy due to limit down"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:288
+msgid "Order creation failed: cannot sell due to limit up"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/order_target_portfolio.py:295
+msgid "Order creation failed: insufficient closable position"
+msgstr ""
+
 #: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:67
 msgid "[sys_analyser] save report"
 msgstr ""

rqalpha/data/base_data_source/data_source.py

@@ -119,7 +119,7 @@ def _p(name):
         self._id_instrument_map: Dict[str, Dict[datetime, Instrument]] = {}
         self._sym_instrument_map: Dict[str, Dict[datetime, Instrument]] = {}
         self._id_or_sym_instrument_map: Mapping[str, Dict[datetime, Instrument]] = ChainMap(self._id_instrument_map, self._sym_instrument_map)
-        self._grouped_instruments: Dict[INSTRUMENT_TYPE, Dict[datetime, Instrument]] = {}
+        self._grouped_instruments: Dict[INSTRUMENT_TYPE, List[Instrument]] = {}
 
         # register instruments
         self.register_instruments(load_instruments_from_pkl(_p('instruments.pk'), self._future_info_store))
@@ -152,7 +152,7 @@ def register_instruments(self, instruments: Iterable[Instrument]):
         for ins in instruments:
             self._id_instrument_map.setdefault(ins.order_book_id, {})[ins.listed_date] = ins
             self._sym_instrument_map.setdefault(ins.symbol, {})[ins.listed_date] = ins
-            self._grouped_instruments.setdefault(ins.type, {})[ins.listed_date] = ins
+            self._grouped_instruments.setdefault(ins.type, []).append(ins)
 
     def register_dividend_store(self, instrument_type: INSTRUMENT_TYPE, dividend_store: AbstractDividendStore, market: MARKET = MARKET.CN):
         self._dividend_stores[instrument_type, market] = dividend_store
@@ -197,7 +197,7 @@ def get_instruments(self, id_or_syms: Optional[Iterable[str]] = None, types: Opt
                             yield ins
         else:
             for t in types or self._grouped_instruments.keys():
-                yield from self._grouped_instruments[t].values()
+                yield from self._grouped_instruments[t]
 
     def get_share_transformation(self, order_book_id):
         return self._share_transformation.get_share_transformation(order_book_id)